An innings defeat in the first test put Bangladesh's vulnerable batting lineup under further scrutiny but Shakib finished the day unbeaten on 108 after Nafees fell on 97.
The pair's fifth-wicket stand of 180 was Bangladesh's first century partnership in tests for more than a year.
Pakistan fast bowler Aizaz Cheema took 3-52, while Umar Gul claimed 2-63 as Bangladesh's top order failed and left the hosts teetering on 43-4.
Nafees fell four overs before the close of play when he gloved to wicketkeeper Adnan Akmal off Gul's bowling.
Mushfiqur Rahim was unbeaten on 5 at stumps.
Pakistan named an unchanged side after winning the first of the two-test series by an innings and 184 runs, while Bangladesh brought in Nazmul Hossain and Rabiul Islam to replace Mohammad Ashraful and Rubel Hossain.
Pakistan won the toss and after a delay caused by fog, the visitors quickly took charge of the first session.
Cheema conceded only 18 runs off his first eight overs and removed Mohammed Nazimuddin (0), Mahmudullah (0) and Nasir Hossain (7).
Cheema also took the catch off Gul's bowling to remove opener Tamim Iqbal for 14.
Shakib reached 108 off 168 balls that included 14 boundaries while Nafees made his total from 177 balls and 12 boundaries after Bangladesh was 153-4 at tea break.
